Show option/perp PnL and fee-deducted net in trade details.

Co-authored-by: Cursor <cursoragent@cursor.com>

backend/app/api/trades.py

@@ -14,16 +14,92 @@ def _row(r: Any) -> dict:
     return dict(r)
 
 
+def summarize_fills_pnl(fills: list[Any]) -> dict[str, float | None]:
+    """
+    从成交明细重算腿盈亏与净盈亏。
+    价差盈亏按 fill_px（成交价）；手续费另扣。
+    净盈亏 = 期权盈亏 + 永续盈亏 − 全部手续费（开+平）。
+    """
+    rows = [dict(x) for x in fills]
+    opt_open = next(
+        (f for f in rows if f.get("leg") == "option" and f.get("action") == "open"),
+        None,
+    )
+    opt_close = next(
+        (f for f in rows if f.get("leg") == "option" and f.get("action") == "close"),
+        None,
+    )
+    perp_open = next(
+        (f for f in rows if f.get("leg") == "perp" and f.get("action") == "open"),
+        None,
+    )
+    perp_close = next(
+        (f for f in rows if f.get("leg") == "perp" and f.get("action") == "close"),
+        None,
+    )
+
+    option_pnl: float | None = None
+    if opt_open and opt_close:
+        qty = float(opt_open.get("qty_eth") or opt_close.get("qty_eth") or 0)
+        option_pnl = (float(opt_close["fill_px"]) - float(opt_open["fill_px"])) * qty
+
+    perp_pnl: float | None = None
+    if perp_open and perp_close:
+        qty = float(perp_open.get("qty_eth") or perp_close.get("qty_eth") or 0)
+        side = str(perp_open.get("side") or "")
+        o = float(perp_open["fill_px"])
+        c = float(perp_close["fill_px"])
+        if side == "long":
+            perp_pnl = (c - o) * qty
+        else:
+            perp_pnl = (o - c) * qty
+
+    fees_total = sum(float(f.get("fee") or 0) for f in rows)
+    gross = None
+    net = None
+    if option_pnl is not None and perp_pnl is not None:
+        gross = option_pnl + perp_pnl
+        net = gross - fees_total
+    elif option_pnl is not None:
+        gross = option_pnl
+        net = option_pnl - fees_total
+    elif perp_pnl is not None:
+        gross = perp_pnl
+        net = perp_pnl - fees_total
+
+    return {
+        "option_pnl": option_pnl,
+        "perp_pnl": perp_pnl,
+        "fees_total": fees_total,
+        "gross_pnl": gross,
+        "net_pnl": net,
+    }
+
+
 @router.get("/groups")
 async def list_groups(_user: Annotated[str, Depends(require_user)]) -> dict:
-    rows = get_db().fetchall(
-        "SELECT * FROM groups ORDER BY open_at_ms DESC LIMIT 200"
-    )
-    return {"groups": [_row(x) for x in rows]}
+    db = get_db()
+    rows = db.fetchall("SELECT * FROM groups ORDER BY open_at_ms DESC LIMIT 200")
+    groups = []
+    for r in rows:
+        g = _row(r)
+        if g.get("status") == "closed":
+            fills = db.fetchall(
+                "SELECT * FROM fills WHERE group_id=? ORDER BY id ASC",
+                (g["group_id"],),
+            )
+            summary = summarize_fills_pnl(fills)
+            g["pnl_summary"] = summary
+            if summary.get("net_pnl") is not None:
+                g["net_pnl"] = summary["net_pnl"]
+        groups.append(g)
+    return {"groups": groups}
 
 
 @router.get("/groups/{group_id}")
-async def group_detail(group_id: str, _user: Annotated[str, Depends(require_user)]) -> dict:
+async def group_detail(
+    group_id: str, _user: Annotated[str, Depends(require_user)]
+) -> dict:
     db = get_db()
     g = db.fetchone("SELECT * FROM groups WHERE group_id=?", (group_id,))
     if g is None:
@@ -31,4 +107,9 @@ async def group_detail(group_id: str, _user: Annotated[str, Depends(require_user
     fills = db.fetchall(
         "SELECT * FROM fills WHERE group_id=? ORDER BY id ASC", (group_id,)
     )
-    return {"group": _row(g), "fills": [_row(x) for x in fills]}
+    summary = summarize_fills_pnl(fills)
+    return {
+        "group": _row(g),
+        "fills": [_row(x) for x in fills],
+        "pnl_summary": summary,
+    }

backend/app/sim/matcher.py

@@ -483,6 +483,17 @@ class Matcher:
         )
 
         net = perp_pnl + opt_pnl - pf.fee - of.fee
+        # 组已累计开仓手续费；实现净盈亏扣开+平全部手续费
+        open_fees = float(
+            (
+                self.db.fetchone(
+                    "SELECT fees FROM groups WHERE group_id=?", (group_id,)
+                )
+                or {"fees": 0}
+            )["fees"]
+            or 0
+        )
+        net_after_all_fees = perp_pnl + opt_pnl - open_fees - pf.fee - of.fee
 
         now = int(time.time() * 1000)
         with self.db._lock:
@@ -535,7 +546,7 @@ class Matcher:
             self.db._conn.execute(
                 """UPDATE groups SET status=?, close_at_ms=?, close_reason=?, realized_pnl=?,
                    fees=?, slip_cost=?, note=NULL WHERE group_id=?""",
-                ("closed", now, reason, net, fees, slip, group_id),
+                ("closed", now, reason, net_after_all_fees, fees, slip, group_id),
             )
             self.db._conn.execute(
                 """UPDATE positions SET
@@ -554,7 +565,9 @@ class Matcher:
                 "reason": reason,
                 "perp_pnl": perp_pnl,
                 "option_pnl": opt_pnl,
-                "net": net,
+                "net": net_after_all_fees,
+                "fees_open": open_fees,
+                "fees_close": pf.fee + of.fee,
                 "close_sequence": ["option", "perp"],
                 "cash_delta": opt_cash + perp_pnl - pf.fee,
                 "option_close_bid": float(close_bid),